+1,288.7%
ROP vs XHB
+170.3%
+1,118.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.9% |
| 7D | -2.7% | -2.4% | -0.2% | -1.6% |
| 30D | +29.7% | +7.1% | +22.6% | +25.4% |
| 3M | +21.2% | -6.0% | +27.2% | +24.6% |
| 6M | +48.3% | +2.1% | +46.2% | +44.9% |
| YTD | +8.4% | -0.6% | +9.0% | +6.0% |
| 1Y | +6.0% | -3.3% | +9.3% | +4.9% |
| 3Y | -5.6% | +34.1% | -39.7% | -23.7% |
| 5Y | +1.3% | +28.6% | -27.3% | -18.5% |
| 10Y | +184.1% | +235.0% | -50.9% | +32.1% |
| All | +1,288.7% | +170.3% | +1,118.4% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling